I have encountered some problems when using xtheckman, my dataset is firm-year level, the outcome variable is missing when select==0 and is a continous output when select==1. About 1/3 of my data has select==1, and 2/3 has select==0. However, when I run the code as follows, I got the error " no non-selected observations " which actually accounts for 2/3 of the total observation. Can anybody help? Thank you very much!
Code:
xtheckman outcome c.investment##i.after##c.size ${2ndstage_ctrl} i.firm i.year , select( select= c.investment##i.after##c.size ${select_ctrl} i.firm i.year )
